1993
| Initial Balance | 100,000 | $ Won | 89,674 | |
| Net Win Loss | 39,507 | $ Lost | 52,868 | |
| Ending Equity | 139,507 | Incentive + Fees | 0 | |
| ROI | 39.51% | Other Credits | 2,701 | |
| Compound Annual ROI | 40.02% | Commission/slippage netted | 0 | |
| Max Drawdown % | 12.72% | Other Debits | 0 | |
| Max Drawdown % Date | 19930216 | |||
| Longest Drawdown in years | 44.00% | Long Wins | 29 | |
| Longest Drawdown Start Date | 19930104 | Long Losses | 38 | |
| Longest Drawdown End Date | 19,930,615 | Short Wins | 15 | |
| MAR Ratio | 3.15 | Short Losses | 29 | |
| Sharpe Ratio | 2.01 | Long $ Won | 59,650 | |
| Return Retracement Ratio | 43.11 | Long $ Lost | 30,813 | |
| Sterling Ratio | 0.92 | Short $ Won | 30,024 | |
| Std. Dev. Daily % Returns | 1.18% | Short $ Lost | 22,055 | |
| Value at Risk (99% confidence) | 2.90% | Largest Winning Trade | 11,383 | |
| Average Expectation Value | 31.16 | Largest Losing Trade | 4,725 | |
| Expectation | 42.02% | Transactions netted at open | 0 | |
| Kelly | 0.16 | Average Winning Trade | 2,038 | |
| Sum of Up % / Sum of Down % | 1 | Average Losing Trade | 789 | |
| Percent New Highs | 15.06% | Max Consecutive Wins | 6 | |
| Max Consecutive Losses | 8 | |||
| Trades | 111 | Days Winning | 147 | |
| Trades Rejected | 971 | Days Losing | 112 | |
| Wins | 44 | Average Days in Winning Trade | 30 | |
| Losses | 67 | Average Days in Losing Trade | 15 | |
| Percent Wins | 39.64% | |||
| Avg $Win to Avg $Loss | 2.58 | Number of Margin Calls | 0 | |
| $ Largest Margin Call | 0 | |||
| Start Date | 19930104 | |||
| End Date | 19931231 | Size Adjustments | 0 | |
| Max Items Held | 22 | Size Adjusted Items | 0 | |
| Total Items Traded | 153 | |||
| Total Slippage + Commission | 7,650 | Process time (H:M:S) | 0:00:17 | |
| 3 Month T-Bill Rate | 3.02 | |||
| 80% Held In T-Bills nets | 2.416 |